+46.4%
UBER vs TXG
+43.8%
+2.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.3% | -4.6% | -1.8% |
| 7D | -5.4% | +9.5% | -14.9% | -6.9% |
| 30D | -4.9% | +18.8% | -23.7% | -7.8% |
| 3M | +3.0% | +136.1% | -133.1% | -11.7% |
| 6M | -4.4% | +235.2% | -239.6% | -23.5% |
| YTD | -12.3% | +320.5% | -332.8% | -32.9% |
| 1Y | -24.3% | +425.2% | -449.5% | -45.3% |
| 3Y | +46.4% | +42.9% | +3.5% | +31.7% |
| All | +46.4% | +43.8% | +2.7% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TXG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling